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Related papers: Nonlinear Statistical Modelling and Model Discover…

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Before we apply nonlinear techniques, for example those inspired by chaos theory, to dynamical phenomena occurring in nature, it is necessary to first ask if the use of such advanced techniques is justified "by the data". While many…

chao-dyn · Physics 2009-10-31 Thomas Schreiber , Andreas Schmitz

This work is motivated by personalized digital twins based on observations and physical models for treatment and prevention of Hypertension. The models commonly used are simplification of the real process and the aim is to make inference…

Methodology · Statistics 2022-01-19 Michail Spitieris , Ingelin Steinsland , Emma Ingestrom

The complexity of mathematical models describing respiratory mechanics has grown in recent years, however, parameter identifiability of such models has only been studied in the last decade in the context of observable data. This study…

Tissues and Organs · Quantitative Biology 2025-01-16 Richard R. Foster , Laura Ellwein Fix

Autocovariance of the error term in a time series model plays a key role in the estimation and inference for the model that it belongs to. Typically, some arbitrary parametric structure is assumed upon the error to simplify the estimation,…

Methodology · Statistics 2022-10-17 Yoon Bae Jun , Chae Young Lim , Kun Ho Kim

This paper reports on the application to field measurements of time series methods developed on the basis of the theory of deterministic chaos. The major difficulties are pointed out that arise when the data cannot be assumed to be purely…

chao-dyn · Physics 2015-06-24 Thomas Schreiber

In the presence of modeling errors, the mainstream Bayesian methods seldom give a realistic account of uncertainties as they commonly underestimate the inherent variability of parameters. This problem is not due to any misconception in the…

Applications · Statistics 2020-05-19 Omid Sedehi , Costas Papadimitriou , Lambros S. Katafygiotis

Numerical models are increasingly used for non-invasive diagnosis and treatment planning in coronary artery disease, where service-based technologies have proven successful in identifying hemodynamically significant and hence potentially…

Medical Physics · Physics 2020-05-01 Jongmin Seo , Casey Fleeter , Andrew M. Kahn , Alison L. Marsden , Daniele E. Schiavazzi

We propose a novel approach to the estimation of multiple Graphical Models to analyse temporal patterns of association among a set of metabolites over different groups of patients. Our motivating application is the Southall And Brent…

In our previous paper [N. Tsutsumi, K. Nakai and Y. Saiki, Chaos 32, 091101 (2022)], we proposed a method for constructing a system of differential equations of chaotic behavior from only observable deterministic time series, which we call…

Chaotic Dynamics · Physics 2024-11-12 Natsuki Tsutsumi , Kengo Nakai , Yoshitaka Saiki

This paper considers nonparametric estimation and inference in first-order autoregressive (AR(1)) models with deterministically time-varying parameters. A key feature of the proposed approach is to allow for time-varying stationarity in…

Econometrics · Economics 2024-11-04 Donald W. K. Andrews , Ming Li

Control of complex turbulent dynamical systems involving strong nonlinearity and high degrees of internal instability is an important topic in practice. Different from traditional methods for controlling individual trajectories, controlling…

Dynamical Systems · Mathematics 2023-07-31 Jeffrey Covington , Di Qi , Nan Chen

We present a new approach for physics-based computational modeling of diseased human lungs. Our main object is the development of a model that takes the novel step of incorporating the dynamics of airway recruitment/de-recruitment into an…

Computational Engineering, Finance, and Science · Computer Science 2023-05-10 Carolin M. Geitner , Tobias Becher , Inéz Frerichs , Norbert Weiler , Jason H. T. Bates , Wolfgang A. Wall

In 1980 and 1981, two pioneering papers laid the foundation for what became known as nonlinear time-series analysis: the analysis of observed data---typically univariate---via dynamical systems theory. Based on the concept of state-space…

Chaotic Dynamics · Physics 2015-06-24 Elizabeth Bradley , Holger Kantz

It has historically been a challenge to perform Bayesian inference in a design-based survey context. The present paper develops a Bayesian model for sampling inference in the presence of inverse-probability weights. We use a hierarchical…

Methodology · Statistics 2020-06-24 Yajuan Si , Natesh S. Pillai , Andrew Gelman

This paper illustrates novel methods for nonstationary time series modeling along with their applications to selected problems in neuroscience. These methods are semi-parametric in that inferences are derived by combining sequential…

Applications · Statistics 2010-11-03 Fabio Rigat , Jim Q. Smith

We propose a statistical-stochastic surrogate modeling approach to predict the response of the mean and variance statistics under various initial conditions and external forcing perturbations. The proposed modeling framework extends the…

Data Analysis, Statistics and Probability · Physics 2023-04-07 Di Qi , John Harlim

A method for sequential Bayesian inference of the static parameters of a dynamic state space model is proposed. The method is based on the observation that many dynamic state space models have a relatively small number of static parameters…

Computation · Statistics 2017-06-28 Arnab Bhattacharya , Simon Wilson

This article proposes a dynamical system modeling approach for the analysis of longitudinal data of self-regulated systems experiencing multiple excitations. The aim of such an approach is to focus on the evolution of a signal (e.g., heart…

Parameter identification and comparison of dynamical systems is a challenging task in many fields. Bayesian approaches based on Gaussian process regression over time-series data have been successfully applied to infer the parameters of a…

Machine Learning · Statistics 2019-03-04 Philippe Wenk , Alkis Gotovos , Stefan Bauer , Nico Gorbach , Andreas Krause , Joachim M. Buhmann

Learning accurate predictive models of real-world dynamic phenomena (e.g., climate, biological) remains a challenging task. One key issue is that the data generated by both natural and artificial processes often comprise time series that…

Machine Learning · Computer Science 2023-06-21 Abdul Fatir Ansari , Alvin Heng , Andre Lim , Harold Soh